【作者(必填)】Li, M. Y. L. and Lin, H. W. W.

【文题(必填)】Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns

【年份(必填)】2004 Applied Economics Letters

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/pdf/10.1080/1350485042000236539